CW must be learnt on a
daily basis using a step-wise approach.
Keep traning day by day, without exceeding in time spent.
In Ham Radio applications, learning CW can be approached in a
phased way:

Learning morse code characters and their timing and
spacing.

Copying with pencil and paper speed-up up to 20 WPM.

Speed boosting to 20 WPM and above and copying in mind,
with no pencil nor paper.

1. Learning characters and time
and spacing

In this phase, we concentrate only
on receiving.
Start using a software, preferably Super
Morse gradually introducing the following groups:

ETANIM
DSOURC
KPBGWL
QHFY
ZVXJ
12345
67890

Keep training in daily essions of 10-15 minutes, not more. Start from
10 WPM as a minimumm when you are able to copy all the characters in a
group, go to the next group.
When you learn all groups, go to phase 2.
Phase 1 takes an average of one month: please keep in mind to follow
your natural speed and inclination. There is no hurry, its just a game !

2. Speed up to 20WPM copying
with paper and pencil.
Ok, now you are ready to purchase your first telegraph key.
Go to eBay
and get a Lionel J-38 straight key: it is cheap and is a very good
value
for the money.
Use a PC to transmit groups of characters, receive them for 5 minutes
and, then, re-transmit the groups with your straight key trying to
repeat exactly the same time
and spacing.
When you are able to copy 90% of the characters, speed-up of 1 WPM up
to 20 WPM (click here to download a 20 WPM sample QSO 800
kB mp3).
Go on air, now you are ready ! Do not be ashamed to ask for QRS
(even if you should
not even ask for it: a real RT knows when a QRS is needed ...).
Keep this phase as long as
possible e.g: one year or so, since this phase is crucial to
achieve the correct timing and spacing that will be vital for the
subsequent phase and, if you wish so, it will save you a lot of pain
when changing kind of telegraph key.

This phase is tough, most people occurr in several difficulties such
as:

Plateu: at 15 WPM
you will be struggling to increase speed. Don't worry, its a natural
brain resistence. Keep trying until you unlock the plateau. You will be
finding several plateaus, typically at 15, 20, 30, 40 WPM. Once
unblocked a plateau you will be speeding up at a rather fast pace until
you reach the next plateau.

Sense of regressing:
mosty in transmitting, from time to time you will find to operate
really badly. It is a very
good thing: you are unblocking a plateau and you are ready to
jump to a new level. Try relaxing a bit and reduce your training
sessions, one morning you will find that you are able to copy and send
20% faster than before.

3. Speed bosting: abandoning
paper and pencil.At 20WPM, you will
find that it is impossible to write everything on paper and you need to
abandon this way of copying CW.
This step is rather delicate and time-consuming.
Don't worry: keep training and QSOing, time will give you all that you
need.
Some hints and tips:

At these speed, you need to learn the sound of the most
common words.Convert them in MP3 using a software like Koch from G4FON playing a plain text for
you.

Practice, Practice, Practice.

Increase length and frequency of your training sessions.

Receive CW at high speed (25-30 WPM) while doing other
things such as house
works or driving a car. Do not force yourself to copy CW, simply get
exposed to it.

In this phase, all the timing and spacing problem you will be having
accumulated will come back to you. That's why you need to pass
more time than possible in phase 2.
Remember: accuracy
trascends speed - be stylish with CW, go slow and be precise.